The Prophet ﷺ was never asked for anything and said, "No."
ما سئل النبي ﷺ عن شيء قط فقال: لا.
No references are available.
Bukhari narrated it in al-Adab (6034), and Muslim in al-Fadail (2311), both through routes from Sufyan bin Uyayna, from Muhammad bin Munkadir, from Jabir, who related it.